School of Mathematics
Associate professor
rongximin@tju.edu.cn
Rong Ximin, Professor, School of Mathematics.
2003.6-Present, Professor; 1997.11-2003.6, Associate Professor.
Main Research:
Mathematical Finance; Actuarial Mathematics; Risk Management.
Education Experience：
1995-1998, Management Science and Engineering, Tianjin University, Ph.D.; 1988-1991, Department of Mathematics, Tianjin University, M.D.; 1981-1985, Department of Mathematics, Tianjin University of Technology and Education, B.D.
Academic Society:
1.Executive Director of China Society for Engineering Probability Statistics
2.Executive Director of Council for higher education in science，Ministry of education
3.Vice Chairman of Tianjin Society for Statistics
- Ph.D.| Tianjin University| Management Science and Engineering| 1998
- M.D| Tianjin University| Mathematics| 1991
- B.D| Tianjin University of Technology and Education| Mathematics and Applied Mathematics| 1985
- 1、Mathematical Finance;
2、Actuarial Mathematics;
3、 Risk Management
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2017.1-2017.9
School of Mathematics | Tianjin University | Professor -
2004.9-2016.12
School of Sciences | Tianjin University | Secretary of the Party Committee | Professor -
2003.7-2004.9
School of Sciences | Tianjin University | Vice Dean | Professor -
2000.12-2003.6
School of Sciences | Tianjin University | Vice Dean | Associate Professor -
1997.12-2000.12
School of Sciences | Tianjin University | Associate Professor -
1985.8-1988.8
Training Department | 13th Metallurgical Construction Company | Assistant Professor -
1991.11-1997.11
Department of Mathematics | Tianjin University | Lecturer
- Papers
- [1] Equilibrium investment strategy for DC pension plan with default risk and return of premiums clauses under CEV model
- [2] Equilibrium excess-of-loss reinsurance-investment strategy for a mean-variance insurer under stochastic volatility model
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- [3] On the constant elasticity of variance model for the utility maximization problem with multiple risky assets
- [4] Optimal reinsurance and investment problem for an insurer and a reinsurer with jump-diffusion risk process under the Heston model
- [5] Time-Consistent Investment Strategy for DC Pension Plan with Stochastic Salary Under CEV Model
- [6] The optimal investment problem for an insurer and a reinsurer under the constant elasticity of variance model
- [7] Optimal investment problem for an insurer and a reinsurer
- [8] Stochastic differential game formulation on the reinsurance and investment problem
- [9] Time-consistent reinsurance-investment strategy for a mean-variance insurer under stochastic interest rate model and inflation risk
- [10] Optimal investment with multiple risky assets for an insurer with modified periodic risk process
- [11] Time-consistent reinsurance-investment strategy for an insurer and a reinsurer with mean-variance criterion under the CEV model
- [12] A continuum percolation model for stock price fluctuation as a L,vy process
- [13] Optimal reinsurance-investment problem for maximizing the product of the insurer's and the reinsurer's utilities under a CEV model
- [14] Optimal excess-of-loss reinsurance and investment problem for an insurer with jump-diffusion risk process under the Heston model
- [15] Optimal investment for the defined-contribution pension with stochastic salary under a CEV model
- [16] Portfolio selection problem with multiple risky assets under the constant elasticity of variance model